+15.5%
GLXY vs ACM
-37.6%
+53.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | +13.4% | -3.7% | +17.2% | +14.4% |
| 30D | +38.1% | -11.1% | +49.2% | +42.5% |
| 3M | -7.3% | -8.0% | +0.7% | -5.5% |
| 6M | +8.2% | -29.7% | +37.8% | +23.6% |
| YTD | +17.8% | -29.4% | +47.1% | +33.3% |
| 1Y | +14.9% | -46.4% | +61.4% | +50.0% |
| All | +15.5% | -37.6% | +53.0% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling